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 Markov Models






Appendix: A Probabilistic State Space Model for Joint Inference from Differential Equations and Data

Neural Information Processing Systems

Appendix A.1 defines the augmented state-space model that formalizes the dynamics of the Gauss-Markov processes introduced in Section 3.1. Appendix A.2 provides the equations for prediction and update steps of the extended Kalman filter in such a setup, which is The block-diagonal structure is due to the independent dynamics of the prior processes. In the experiments presented in Sections 5.2 and 5.3 we model the latent contact rate This section is concerned with the exact steps that make up the algorithm summarized in Section 3.4. The stochastic differential equation defined in Eq. As detailed in Section 3, two different update steps are defined for two kinds of observations.




Restricted Boltzmann machines modeling human choice

Neural Information Processing Systems

We extend the multinomial logit model to represent some of the empirical phenomena that are frequently observed in the choices made by humans. These phenomena include the similarity effect, the attraction effect, and the compromise effect. We formally quantify the strength of these phenomena that can be represented by our choice model, which illuminates the flexibility of our choice model. We then show that our choice model can be represented as a restricted Boltzmann machine and that its parameters can be learned effectively from data. Our numerical experiments with real data of human choices suggest that we can train our choice model in such a way that it represents the typical phenomena of choice.


A Complete Variational Tracker

Neural Information Processing Systems

We introduce a novel probabilistic tracking algorithm that incorporates combinatorial data association constraints and model-based track management using variational Bayes. We use a Bethe entropy approximation to incorporate data association constraints that are often ignored in previous probabilistic tracking algorithms. Noteworthy aspects of our method include a model-based mechanism to replace heuristic logic typically used to initiate and destroy tracks, and an assignment posterior with linear computation cost in window length as opposed to the exponential scaling of previous MAP-based approaches. We demonstrate the applicability of our method on radar tracking and computer vision problems. The field of tracking is broad and possesses many applications, particularly in radar/sonar [1], robotics [14], and computer vision [3].